I am building a rather unorthodox chassis for this tube amplifier http://www.audiohobbyist.com/images/832/832sch.jpg, where the easiest mechanical option is to place the 820uF capacitor about one cm from the corner of the power transformer. It seems like inviting trouble as this is where the flux is strongest. However I see plenty of amps where the capacitor is close to the transformers, mounted horizontally just below a aluminum plate.

Can anybody with more wisdom in these matter than me, help to cast light over the issue? (means every body)

Heat is the main issue. Electrolytics need to be kept cool. Power transformers get hot after a while. As hot air rises, putting the capacitors under the transformer may be sensible as long as there is not a lot of heat conducted through the chassis too.